Massimiliano Caporin

174 papers and 2.3k indexed citations i.

About

Massimiliano Caporin has authored 174 papers that have received a total of 2.3k indexed citations. This includes 133 papers in Finance, 127 papers in Economics and Econometrics and 46 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (102 papers), Market Dynamics and Volatility (83 papers) and Complex Systems and Time Series Analysis (48 papers). Massimiliano Caporin is often cited by papers focused on Financial Risk and Volatility Modeling (102 papers), Market Dynamics and Volatility (83 papers) and Complex Systems and Time Series Analysis (48 papers) and collaborates with scholars based in Italy, Germany and France. Massimiliano Caporin's co-authors include Michael McAleer, Monica Billio, Francesco Lisi, Michele Costola and Loriana Pelizzon and has published in prestigious journals such as Journal of Financial Economics, Journal of Cleaner Production and European Journal of Operational Research.

In The Last Decade

Rankless by CCL
2025